+36.6%
CNH vs JBHT
+258.3%
-221.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.7% |
| 7D | +6.5% | +1.7% | +4.8% | +5.5% |
| 30D | -12.0% | -1.2% | -10.8% | -11.6% |
| 3M | +4.4% | -17.1% | +21.5% | +13.6% |
| 6M | +15.7% | -4.4% | +20.1% | +16.0% |
| YTD | +28.2% | +17.5% | +10.7% | +15.4% |
| 1Y | +14.8% | +32.6% | -17.8% | -3.1% |
| 3Y | +8.3% | +33.0% | -24.7% | -12.4% |
| 5Y | -15.2% | +20.3% | -35.6% | -30.0% |
| 10Y | +122.0% | +209.1% | -87.0% | +0.5% |
| All | +36.6% | +258.3% | -221.8% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling